NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.866 |
0.016 |
0.6% |
2.989 |
| High |
2.929 |
2.878 |
-0.051 |
-1.7% |
2.989 |
| Low |
2.849 |
2.781 |
-0.068 |
-2.4% |
2.754 |
| Close |
2.913 |
2.830 |
-0.083 |
-2.8% |
2.923 |
| Range |
0.080 |
0.097 |
0.017 |
21.3% |
0.235 |
| ATR |
0.147 |
0.146 |
-0.001 |
-0.7% |
0.000 |
| Volume |
44,128 |
41,298 |
-2,830 |
-6.4% |
232,833 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.121 |
3.072 |
2.883 |
|
| R3 |
3.024 |
2.975 |
2.857 |
|
| R2 |
2.927 |
2.927 |
2.848 |
|
| R1 |
2.878 |
2.878 |
2.839 |
2.854 |
| PP |
2.830 |
2.830 |
2.830 |
2.818 |
| S1 |
2.781 |
2.781 |
2.821 |
2.757 |
| S2 |
2.733 |
2.733 |
2.812 |
|
| S3 |
2.636 |
2.684 |
2.803 |
|
| S4 |
2.539 |
2.587 |
2.777 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.594 |
3.493 |
3.052 |
|
| R3 |
3.359 |
3.258 |
2.988 |
|
| R2 |
3.124 |
3.124 |
2.966 |
|
| R1 |
3.023 |
3.023 |
2.945 |
2.956 |
| PP |
2.889 |
2.889 |
2.889 |
2.855 |
| S1 |
2.788 |
2.788 |
2.901 |
2.721 |
| S2 |
2.654 |
2.654 |
2.880 |
|
| S3 |
2.419 |
2.553 |
2.858 |
|
| S4 |
2.184 |
2.318 |
2.794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.967 |
2.754 |
0.213 |
7.5% |
0.120 |
4.2% |
36% |
False |
False |
50,236 |
| 10 |
3.194 |
2.754 |
0.440 |
15.5% |
0.159 |
5.6% |
17% |
False |
False |
60,446 |
| 20 |
3.194 |
2.754 |
0.440 |
15.5% |
0.153 |
5.4% |
17% |
False |
False |
51,353 |
| 40 |
3.666 |
2.754 |
0.912 |
32.2% |
0.129 |
4.6% |
8% |
False |
False |
41,107 |
| 60 |
3.895 |
2.754 |
1.141 |
40.3% |
0.120 |
4.2% |
7% |
False |
False |
40,147 |
| 80 |
3.895 |
2.754 |
1.141 |
40.3% |
0.106 |
3.7% |
7% |
False |
False |
33,624 |
| 100 |
3.910 |
2.754 |
1.156 |
40.8% |
0.098 |
3.4% |
7% |
False |
False |
29,339 |
| 120 |
3.944 |
2.754 |
1.190 |
42.0% |
0.092 |
3.2% |
6% |
False |
False |
25,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.290 |
|
2.618 |
3.132 |
|
1.618 |
3.035 |
|
1.000 |
2.975 |
|
0.618 |
2.938 |
|
HIGH |
2.878 |
|
0.618 |
2.841 |
|
0.500 |
2.830 |
|
0.382 |
2.818 |
|
LOW |
2.781 |
|
0.618 |
2.721 |
|
1.000 |
2.684 |
|
1.618 |
2.624 |
|
2.618 |
2.527 |
|
4.250 |
2.369 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.830 |
2.855 |
| PP |
2.830 |
2.847 |
| S1 |
2.830 |
2.838 |
|